Log-Gamma motion as flexible model for generalized interest rates

Pavlina Jordanova, Jozef Kiselak, Milan Stehlik

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)373-392
Number of pages20
JournalStochastic Analysis and Applications
Volume36
Issue number3
DOIs
Publication statusPublished - 2018

Fields of science

  • 101018 Statistics
  • 101024 Probability theory
  • 101029 Mathematical statistics
  • 102009 Computer simulation
  • 509 Other Social Sciences

JKU Focus areas

  • Computation in Informatics and Mathematics
  • Social and Economic Sciences (in general)

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